Man pages for camroach87/gefcom2017
Functions for GEFCOM 2017

clean_smd_dataLoad SMD data
dbl_block_bsDouble seasonal block bootstrap
fit_modelsFit xgboost and vanilla models
format_rec_dfFormat reconciled dataframes
get_calendar_varsGet calendar variables
get_lagged_varsGet lagged variables
get_quantilesGet quantiles
get_rmseCalculate RMSE
get_train_test_dfGet train and test data frames
h_recHierarchical reconciliation by OLS
h_rec_wHierarchical reconciliation by WLS
hts_reconciliationHierarchical time-series reconciliation
load_smd_dataLoad SMD data
pinball_lossPinball loss function
resid_block_bsBlock bootstrap
sample_sequence_similar_daysSample sequence of similar days
sample_similar_daySample similar days
save_resultsOutput quantile forecasts to excel
shuffle_weatherShuffle historical weather
trim_model_fatTrims models
camroach87/gefcom2017 documentation built on March 22, 2018, 3:42 p.m.